+67.7%
ASML vs WST
-7.2%
+74.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -8.2% |
| 7D | -19.0% | -5.8% | -13.2% | -17.6% |
| 30D | -25.9% | +5.3% | -31.3% | -26.9% |
| 3M | -19.1% | +11.8% | -30.9% | -21.5% |
| 6M | -5.7% | +26.7% | -32.4% | -11.9% |
| YTD | +27.6% | +43.0% | -15.4% | +14.5% |
| 1Y | +30.8% | +38.9% | -8.1% | +18.2% |
| 3Y | +116.2% | +18.2% | +98.1% | +86.5% |
| 5Y | +67.7% | -1.5% | +69.2% | +52.8% |
| All | +67.7% | -7.2% | +74.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling